![Page 1: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/1.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 1/23
![Page 2: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/2.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 2/23
![Page 3: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/3.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 3/23
![Page 4: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/4.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 4/23
![Page 5: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/5.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 5/23
![Page 6: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/6.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 6/23
![Page 7: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/7.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 7/23
![Page 8: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/8.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 8/23
![Page 9: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/9.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 9/23
![Page 10: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/10.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 10/23
![Page 11: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/11.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 11/23
![Page 12: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/12.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 12/23
![Page 13: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/13.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 13/23
![Page 14: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/14.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 14/23
![Page 15: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/15.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 15/23
![Page 16: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/16.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 16/23
![Page 17: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/17.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 17/23
![Page 18: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/18.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 18/23
![Page 19: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/19.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 19/23
![Page 20: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/20.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 20/23
![Page 21: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/21.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 21/23
![Page 22: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/22.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 22/23
![Page 23: THE LARGE-MATURITY SMILE FOR THE HESTON MODEL](https://reader031.vdocuments.us/reader031/viewer/2022021217/577cdb6b1a28ab9e78a82102/html5/thumbnails/23.jpg)
7/28/2019 THE LARGE-MATURITY SMILE FOR THE HESTON MODEL.
http://slidepdf.com/reader/full/the-large-maturity-smile-for-the-heston-model 23/23